spec. volatility-breakout-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/volatility-breakout-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 1.35 (p=0.01).
sharpe_ratio1.35 sharpe_ratiosupports verdict:marginal
Context
period 2022-02-01–2026-02-02; cost=5bps
Source strategy
marginalequity· regime_dependent
Volatility Breakout (JP All Stocks)
volatility-breakout-jp-all
fact derives from run: r-volatility-breakout-jp-all-0689
Cite this
qbuntu (2026). Best grid Sharpe ratio is 1.35 (p=0.01).. Strategy: Volatility Breakout (JP All Stocks). https://qbuntu.ai/cite/volatility-breakout-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-28T01:10:01
fact_id: volatility-breakout-jp-all-fact-best-sharpe (immutable)